+283.1%
ECHO vs HDB
+352.1%
-69.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.3% | +6.2% |
| 7D | +3.0% | +13.7% | -10.7% | -0.7% |
| 30D | +6.7% | +15.8% | -9.1% | +2.1% |
| 3M | +12.4% | +9.2% | +3.2% | +9.1% |
| 6M | -20.4% | +3.2% | -23.6% | -21.8% |
| YTD | -6.9% | -29.4% | +22.5% | +1.6% |
| 1Y | +37.7% | -27.9% | +65.6% | +49.3% |
| 3Y | +902.9% | -5.9% | +908.8% | +892.4% |
| 5Y | +275.3% | -23.5% | +298.8% | +288.2% |
| 10Y | +159.0% | +61.3% | +97.7% | +106.6% |
| All | +283.1% | +352.1% | -69.0% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling